Question: Using Table 19.2, calculate the implied volatility a trader would use for an 11-month option with K/ So = 0.98. Table 19.2 Volatility surface. K/

Using Table 19.2, calculate the implied volatility a trader would use for an 11-month option with K/ So = 0.98. Table 19.2 Volatility surface. K/ So 0.90 0.95 1.00 1.05 1.10 1 month 14.2 13.0 12.0 13.1 14.5 3 month 14.0 13.0 12.0 13. 1 14.2 6 month 14.1 13.3 12.5 13.4 14.3 1 year 14.7 14.0 13.5 14.0 14.8 2 year 15.0 14.4 14.0 14.5 15.1 5 year 14.8 14.6 14.4 14.7 15.0

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